Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 25.71% | 2.16% | 7.17% | 6.44% | 7.70% | 6.80% | 7.33% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.24 | 25.71 | 2.16 | 7.17 | 6.44 | 7.70 | 6.80 | 7.33 | NA | 9.79 | 11.76 | -15.17 | 7.69 | 20.84 | 18.44 | -4.73 | 12.20 | 4.05 | 1.99 | 7.05 | 11.97 | 13.28 | -0.41 | 15.09 | 28.77 | -25.42 | 5.72 | 10.88 | 7.58 | 13.75 | 25.63 | -2.46 | 4.09 |
| Sharpe Ratio | NA | 0.49 | -0.21 | 0.30 | 0.44 | NA | NA | 0.50 | 0.02 | 0.38 | 0.87 | -1.13 | 0.82 | 1.15 | 2.45 | -0.65 | 2.35 | 0.46 | 0.24 | 1.16 | 1.64 | 1.74 | -0.03 | 1.18 | 1.43 | -1.09 | 0.30 | 0.99 | 0.85 | 1.71 | 3.11 | -0.35 | 0.21 |
| Standard Deviation(%) | NA | 8.44 | 10.95 | 12.43 | 10.34 | NA | NA | 11.22 | 8.21 | 8.49 | 8.66 | 14.58 | 9.40 | 17.94 | 6.94 | 9.37 | 4.93 | 8.27 | 8.34 | 6.04 | 7.27 | 7.59 | 13.29 | 12.68 | 20.06 | 24.20 | 9.08 | 7.66 | 6.34 | 7.48 | 8.01 | 10.26 | 8.30 |
| Draw Down(%) | NA | 5.09 | 21.68 | 22.63 | 22.63 | NA | NA | 40.11 | 0.75 | 5.09 | 9.13 | 22.01 | 6.26 | 20.40 | 3.09 | 11.52 | 3.19 | 7.29 | 7.35 | 4.65 | 7.55 | 6.04 | 13.08 | 9.52 | 18.26 | 38.24 | 5.82 | 8.12 | 4.53 | 7.34 | 7.14 | 16.24 | 9.90 |
| Yield(%) | NA | 4.19 | 4.26 | 4.06 | 3.74 | NA | NA | 3.96 | NA | 0.76 | 4.03 | 3.45 | 4.46 | 4.87 | 2.88 | 3.99 | 0.32 | 4.00 | 5.19 | 3.82 | 2.20 | 3.12 | 2.26 | 3.26 | 3.05 | 3.82 | 6.03 | 6.93 | 4.46 | 4.54 | 3.44 | 4.73 | 5.44 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-9.70%
Feb 2006 - Feb 2009 |
-2.12%
Feb 2004 - Feb 2009 |
4.84%
Oct 2013 - Oct 2023 |
4.82%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.83%
Feb 2009 - Feb 2012 |
17.10%
Feb 2009 - Feb 2014 |
10.85%
Feb 2009 - Feb 2019 |
9.59%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart